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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
~type_genre:"Sammelwerk"
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Monte-Carlo-Simulation
Panel study
Stochastic process
Zeitreihenanalyse
Estimation theory
142
Schätztheorie
142
Time series analysis
63
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Theorie
20
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20
Estimation
18
Schätzung
18
Cointegration
15
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15
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15
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15
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12
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12
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12
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11
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11
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10
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10
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10
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10
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10
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10
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9
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9
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8
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8
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8
VAR-Modell
8
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6
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6
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6
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6
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6
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2
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Article in journal
191
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191
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72
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72
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76
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Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Teräsvirta, Timo
6
Kristensen, Dennis
5
Podolskij, Mark
4
Santucci de Magistris, Paolo
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Lunde, Asger
3
Proietti, Tommaso
3
Rossi, Eduardo
3
Andersen, Torben
2
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Ergemen, Yunus Emre
2
Floor Brix, Anne
2
Grassi, Stefano
2
Gørgens, Tue
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kruse, Robinson
2
Nielsen, Bent
2
Pakkanen, Mikko S.
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Würtz, Allan H.
2
Yang, Yukai
2
Berenguer-Rico, Vanessa
1
Bredahl Kock, Anders
1
Bunzel, Helle
1
Callot, Laurent A. F.
1
Casas, Isabel
1
Catani, Paul
1
Cho, Jin Seo
1
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Creel, Michael D.
1
Dahl, Christian M.
1
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Granger Centre for Time Series Econometrics
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CREATES research paper
Econometric theory
Discussion paper / Tinbergen Institute
115
Working paper / Department of Econometrics and Business Statistics, Monash University
85
CEMMAP working papers / Centre for Microdata Methods and Practice
59
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41
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40
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38
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35
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35
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
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31
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31
SFB 649 discussion paper
29
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
27
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26
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25
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23
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19
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18
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18
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18
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17
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16
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15
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15
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15
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
14
Discussion papers / Department of Economics, University of Copenhagen
14
CAMA working paper series
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Working papers series in theoretical and applied economics
13
CEMFI working paper
12
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Finance and economics discussion series
12
Technical working paper / National Bureau of Economic Research
12
CORE discussion paper : DP
11
Memorandum / Department of Economics, University of Oslo
11
Report / Econometric Institute, Erasmus University Rotterdam
11
Staff reports / Federal Reserve Bank of New York
11
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ECONIS (ZBW)
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
9
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
10
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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